Report NEP-FMK-2022-05-02

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Eric Engstrom & Steven A. Sharpe, 2022. "(Don't Fear) The Yield Curve, Reprise," FEDS Notes 2022-03-25, Board of Governors of the Federal Reserve System (U.S.).
• Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
• Mufhumudzi Muthivhi & Terence L. van Zyl, 2022. "Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization," Papers 2203.05673, arXiv.org.
• Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal, 2022. "Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model," Papers 2203.01326, arXiv.org.
• Rebecca Stuart, 2022. "Stock Return Predictability before the First World War," IRENE Working Papers 22-02, IRENE Institute of Economic Research.
• Yuanying Guan & Zhanyi Jiao & Ruodu Wang, 2022. "A reverse ES (CVaR) optimization formula," Papers 2203.02599, arXiv.org, revised May 2023.
• Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022. "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance 2022/2, University of Stavanger.
• Narayana Darapaneni & Anwesh Reddy Paduri & Himank Sharma & Milind Manjrekar & Nutan Hindlekar & Pranali Bhagat & Usha Aiyer & Yogesh Agarwal, 2022. "Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets," Papers 2204.05783, arXiv.org.
• José Alves & João Quental Gonçalves, 2022. "How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin," CESifo Working Paper Series 9662, CESifo.
• Kensuke Ito & Kyohei Shibano & Gento Mogi, 2022. "Bubble Prediction of Non-Fungible Tokens (NFTs): An Empirical Investigation," Papers 2203.12587, arXiv.org, revised Jun 2022.
• Ming Deng & Markus Leippold & Alexander F. Wagner & Qian Wang, 2022. "War and Policy: Investor Expectations on the Net-Zero Transition," Swiss Finance Institute Research Paper Series 22-29, Swiss Finance Institute, revised May 2023.